Credit Spread 信贷息差

The spread between Treasury securities and non-Treasury securities that are identical in all respects except for quality rating.
An options strategy where a high premium option is sold and a low premium option is bought on the same underlying security.

国库券与除信用评级外所有条款相同的非国库券之间的息差
卖出溢价高期权及买入同一相关证券但溢价低期权的期权投资策略

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